​This is a high-level, specialized Data Scientist role focused on Decentralized Finance (DeFi) quantitative research for a Series B company that manages risk and optimizes economic systems for major DeFi protocols. The role requires a candidate who is Crypto Native and can perform deep, novel quantitative research, manage client relationships end-to-end, and translate complex data analysis into actionable, public-facing research and clear dashboards.

• ​Location: Remote (US, Canada, or Puerto Rico).
• ​Compensation: $150K – $200K Base Salary, plus cash bonuses (OTE potential) and equity refreshers.
• ​Experience: 4+ years of professional experience in a relevant quantitative or data-focused field.
• ​Focus: Novel quantitative research, mechanism design optimization, client ownership, research publication, and building domain expertise in cryptoeconomics.

​Responsibilities: Research, Client Management, and Publication

​The Data Scientist acts as a subject matter expert who drives client success through proprietary research and clear communication.

• ​Novel Quantitative Research: Perform in-depth, novel research to make premier DeFi protocols safer and more efficient through mechanism design, data analysis, and dynamic parameter optimization.
• ​Client Ownership: Take end-to-end ownership of client engagements, including scoping work, managing relationships, and delivering measurable value through research.
• ​Research Publication: Draft and write engaging, high-quality research for public consumption to grow the company’s brand and satisfy client requirements.
• ​Data Visualization: Build and deploy easy-to-understand and visually compelling dashboards for internal teams and external client consumption.
• ​Deep Domain Expertise: Develop expert-level knowledge of the complex cryptoeconomic mechanisms that underpin the DeFi industry.

​Required Experience and Background

​Success in this role requires deep quantitative experience coupled with mandatory Web3 domain expertise.

• ​Web3 Experience: Must be Crypto Native and have strong experience working within Web3.
• ​Financial Background: Experience working with pricing models, financial products, and/or different asset classes.
• ​Technical Stack: Experience with data querying languages (e.g., SQL), scripting languages (e.g., Python), and/or statistical/mathematical software (e.g., R).
• ​Skills: Proven track record of drawing deep insights from complex datasets, extremely clear and effective communication, and the ability to work independently toward abstract goals.
• ​Preferred Qualifications: Experience with derivatives-style products, experience managing external client relationships, and published/presented research.